Infeasible-interior-point paths for sufficient linear complementarity problems and their analyticity.

Autor: Stoer, Josef, Wechs, Martin
Zdroj: Mathematical Programming; Dec1998, Vol. 83 Issue 1-3, p407-423, 17p
Abstrakt: In this paper we study the behavior of infeasible-interior-point-paths for solving horizontal linear complementarity problems that are sufficient in the sense of Cottle et al. (R. W. Cottle, J.-S. Pang, Venkateswaran, Linear Algebra Appl. 114/115 (1989) 231–249). We show that these paths converge to a central point of the set of solutions. It is also shown that these are analytic functions of the path parameter even at the limitpoint, if the complementarity problem has a strictly complementary solution, and have a simple branchpoint, if it is solveable, but has no strictly complementarity solution. [ABSTRACT FROM AUTHOR]
Databáze: Complementary Index